It's probably a change address used by the wallet. Change addresses are what allows you to not only spend large chunks of Bitcoin at once. Unless your balance has decreased more than you expected it, you should be fine.
I should have received 0.27298966 BTC which is 0.27459522 BTC being sent minus the miner's fee, but there are 0.26861186 BTC in my balance on Bittrex.
Should I contact them?
0.27298966 - 0.26861186 = 0.0043778
The blockchain link you provided shows the net of the transaction was 0.0043778.
I suggest you look at the transactions in electrum, look for a receive address matching that displayed by blockchain.